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- W2895919576 abstract "Abstract We establish and prove a variation of constant formula for Caputo fractional stochastic differential equations whose coefficients satisfy a standard Lipschitz condition. The main ingredient in the proof is to use Ito’s representation theorem and the known variation of constant formula for deterministic Caputo fractional differential equations. As a consequence, for these systems we point out the coincidence between the notion of classical solutions introduced in Wang et al. (2016) and mild solutions introduced in Sakthivel et al. (2013)." @default.
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- W2895919576 date "2019-02-01" @default.
- W2895919576 modified "2023-10-18" @default.
- W2895919576 title "A variation of constant formula for Caputo fractional stochastic differential equations" @default.
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- W2895919576 doi "https://doi.org/10.1016/j.spl.2018.10.010" @default.
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